+82.8%
DRI vs BAH
+6.1%
+76.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +1.1% | +1.7% | -0.7% | +0.9% |
| 30D | +9.7% | +20.8% | -11.1% | +7.6% |
| 3M | +3.2% | +11.6% | -8.4% | +1.9% |
| 6M | +20.6% | +23.1% | -2.5% | +17.7% |
| YTD | +28.3% | +5.3% | +23.0% | +26.9% |
| 1Y | +34.5% | +6.1% | +28.4% | +33.0% |
| 3Y | +66.5% | -27.5% | +94.0% | +66.3% |
| All | +82.8% | +6.1% | +76.6% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling